Lorentz-Inspired Density Forecasting Across Economic Systems: Mathematical Foundations and Cross-Country Evidence

This research investigates Lorentz-inspired probability distributions and their applications to macroeconomic density forecasting across different economic systems. The study develops and examines three related mathematical frameworks: an interior-weighted Lorentz density model, a generalized Lorentzian heavy-tail distribution, and a Lorentz–Leibniz temporal-memory extension. The mathematical analysis addresses probability normalization, distributional regularity, identification conditions, predictive log-score properties, and conditional forecast-loss bounds. The empirical investigation includes cross-country macroeconomic comparisons, a six-country fixed-protocol validation, and reproducible reduced-model inflation experiments involving eight economies, including Türkiye, China, the United States, Germany, Japan, Poland, Hungary, and Vietnam. Two economic hypotheses are investigated: Lorentz-only models may be particularly applicable to established capitalist economies. Lorentz–Leibniz temporal-memory models may offer additional predictive value in economies undergoing market-oriented transitions. The empirical findings indicate heterogeneous forecasting performance across countries and economic conditions. Improvements in some reduced-model experiments are concentrated around the 2022 inflation shock, while the fixed-protocol validation does not establish aggregate predictive superiority. The study presents these economic-system relationships as hypotheses requiring further empirical validation rather than established economic laws. The manuscript includes mathematical propositions, detailed proofs, country-level analyses, and supplementary computational materials. It aims to contribute to probabilistic macroeconomic forecasting, economic risk analysis, and the mathematical study of economic uncertainty. Author: Mahir SogutAffiliation: Independent Researcher, Çankırı, TürkiyeFunding: No external fundingCompeting interests: None declared Research status: Manuscript submitted to SN Business & Economics for editorial consideration. The findings have not yet undergone completed journal peer review.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-27
DOI
https://doi.org/10.5281/zenodo.23701286
Primary Topic
Forecasting Techniques and Applications
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article
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article

Lorentz-Inspired Density Forecasting Across Economic Systems: Mathematical Foundations and Cross-Country Evidence

MAHIR SOGUT
1 links
Zenodo (CERN European Organization for Nuclear Research)
Forecasting Techniques and Applications
article

Lorentz-Inspired Density Forecasting Across Economic Systems: Mathematical Foundations and Cross-Country Evidence

MAHIR SOGUT
article en

Abstract

This research investigates Lorentz-inspired probability distributions and their applications to macroeconomic density forecasting across different economic systems. The study develops and examines three related mathematical frameworks: an interior-weighted Lorentz density model, a generalized Lorentzian heavy-tail distribution, and a Lorentz–Leibniz temporal-memory extension. The mathematical analysis addresses probability normalization, distributional regularity, identification conditions, predictive log-score properties, and conditional forecast-loss bounds. The empirical investigation includes cross-country macroeconomic comparisons, a six-country fixed-protocol validation, and reproducible reduced-model inflation experiments involving eight economies, including Türkiye, China, the United States, Germany, Japan, Poland, Hungary, and Vietnam. Two economic hypotheses are investigated: Lorentz-only models may be particularly applicable to established capitalist economies. Lorentz–Leibniz temporal-memory models may offer additional predictive value in economies undergoing market-oriented transitions. The empirical findings indicate heterogeneous forecasting performance across countries and economic conditions. Improvements in some reduced-model experiments are concentrated around the 2022 inflation shock, while the fixed-protocol validation does not establish aggregate predictive superiority. The study presents these economic-system relationships as hypotheses requiring further empirical validation rather than established economic laws. The manuscript includes mathematical propositions, detailed proofs, country-level analyses, and supplementary computational materials. It aims to contribute to probabilistic macroeconomic forecasting, economic risk analysis, and the mathematical study of economic uncertainty. Author: Mahir SogutAffiliation: Independent Researcher, Çankırı, TürkiyeFunding: No external fundingCompeting interests: None declared Research status: Manuscript submitted to SN Business & Economics for editorial consideration. The findings have not yet undergone completed journal peer review.

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 10%
Forecasting Techniques and Applications
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Lorentz-Inspired Density Forecasting Across Economic Systems: Mathematical Foundations and Cross-Country Evidence — MAHIR SOGUT · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS